Palestrante: Renato Gava (UFSCAR)
Horário: às 13hs.
Local: sala S - 310-3. Bloco A, Santo André.
Título: Central Limit Theorem for a Random Walk with unbounded memory.
Resumo: We study a non-Markovian discrete-time random walk on Z with unbounded memory which exhibits a phase transition from diffusive to superdiffusive behaviour. We prove a law of large numbers and a central limit theorem. Remarkably the central limit theorem applies not only to the diffusive regime but also to the phase transition point which is superdiffusive. Inside the superdiffusive regime the random walk converges to a non-degenerate random variable which is not normal. We also obtain explicit expressions for the correlations of increments of the random walk.